+14.7%
QLD vs WETO
-99.3%
+114.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.4% | -9.5% | +1.8% |
| 7D | -9.4% | +3.6% | -13.0% | -9.4% |
| 30D | -17.1% | -17.2% | +0.2% | -17.0% |
| 3M | -10.4% | -83.7% | +73.3% | -11.3% |
| 6M | +0.7% | -98.3% | +99.0% | +2.6% |
| YTD | +17.7% | -99.0% | +116.7% | +22.1% |
| 1Y | +14.7% | -99.4% | +114.0% | +19.8% |
| All | +14.7% | -99.3% | +114.0% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WETO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling